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Conference Papers Year : 2017

A Cramer-Rao type inequality for estimating a hazard with censoring

Abstract

Two very active areas of statistical research are non-parametric function estimation and analysis of censored survival data. A minimax asymptotic rate of convergence for the estimation of a hazard is obtained, in the presence of random right censoring using the link between the Kullback–Leibler distance of two probabilities and a weighted Lp-type distance between their corresponding hazards.
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Dates and versions

hal-01445206 , version 1 (24-01-2017)

Identifiers

  • HAL Id : hal-01445206 , version 1

Cite

Catherine Huber-Carol. A Cramer-Rao type inequality for estimating a hazard with censoring. 2017 Conference Lifetime Data Science on Precision Medicine and Risk Analysis with Lifetime Data, Mei-Cheng Wang, Johns Hopkins University, May 2017, Storrs CT, United States. ⟨hal-01445206⟩
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